# ══════════════════════════════════════════════════════════════ # anis solidscale - Elite Spot Trading Suite # STRATEGIE : HeikinAshiTrend # CATEGORIE : Tendance — Heikin Ashi Momentum # ══════════════════════════════════════════════════════════════ # # LOGIQUE : # Heikin Ashi lisse le bruit des chandeliers classiques pour # identifier les tendances fortes. # 1. Bougie HA verte + pas de meche basse → tendance haussiere forte # 2. EMA en hausse → confirmation # 3. Sortie : bougie HA rouge sans meche haute OU ha_close < EMA # ══════════════════════════════════════════════════════════════ import sys from pathlib import Path import numpy as np from pandas import DataFrame from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter sys.path.insert(0, str(Path(__file__).resolve().parent.parent.parent)) from utils.indicators import CommonIndicators from utils.logging_utils import TradeLogger from utils.telegram_notifier import TelegramNotifier class HeikinAshiTrend(IStrategy): INTERFACE_VERSION = 3 can_short = False timeframe = "4h" startup_candle_count = 80 minimal_roi = {"0": 0.10, "240": 0.05, "720": 0.03, "1440": 0.01} stoploss = -0.06 trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = True # ── Buy params ── ema_period = IntParameter(30, 70, default=50, space="buy") lookback = IntParameter(1, 5, default=2, space="buy") wick_tolerance = DecimalParameter(0.0001, 0.005, default=0.001, decimals=4, space="buy") volume_period = IntParameter(10, 50, default=20, space="buy") # ── Sell params ── exit_lookback = IntParameter(1, 3, default=1, space="sell") _logger = None _notifier = None def __getstate__(self): state = self.__dict__.copy() state["_logger"] = None state["_notifier"] = None return state def __setstate__(self, state): self.__dict__.update(state) def _init_utils(self) -> None: if self._logger is None: self._logger = TradeLogger(strategy_name="HeikinAshiTrend") self._notifier = TelegramNotifier() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: self._init_utils() # Pre-calc EMA pour TOUTES les valeurs for p in range(self.ema_period.low, self.ema_period.high + 1): dataframe = CommonIndicators.add_ema(dataframe, period=p) # Pre-calc Volume SMA pour TOUTES les valeurs for p in range(self.volume_period.low, self.volume_period.high + 1): dataframe = CommonIndicators.add_volume_sma(dataframe, period=p) # Heikin Ashi calc vectorise ha_close = (dataframe["open"] + dataframe["high"] + dataframe["low"] + dataframe["close"]) / 4 # ha_open est iteratif mais optimise avec numpy o = dataframe["open"].values.copy().astype(float) c = ha_close.values.copy() ha_o = np.empty(len(o)) ha_o[0] = (o[0] + c[0]) / 2 for i in range(1, len(o)): ha_o[i] = (ha_o[i - 1] + c[i - 1]) / 2 dataframe["ha_close"] = ha_close dataframe["ha_open"] = ha_o dataframe["ha_high"] = dataframe[["high", "ha_open", "ha_close"]].max(axis=1) dataframe["ha_low"] = dataframe[["low", "ha_open", "ha_close"]].min(axis=1) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: tol = self.wick_tolerance.value ema_col = f"ema_{self.ema_period.value}" lb = self.lookback.value ema_rising = dataframe[ema_col] > dataframe[ema_col].shift(lb) conditions = ( (dataframe["ha_close"] > dataframe["ha_open"]) & ((dataframe["ha_low"] - dataframe["ha_open"]).abs() < tol * dataframe["ha_close"]) & ema_rising & (dataframe["volume"] > 0) ) dataframe.loc[conditions, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: ema_col = f"ema_{self.ema_period.value}" tol = self.wick_tolerance.value conditions = ( ( (dataframe["ha_close"] < dataframe["ha_open"]) & ((dataframe["ha_high"] - dataframe["ha_close"]).abs() < tol * dataframe["ha_close"]) ) | (dataframe["ha_close"] < dataframe[ema_col]) ) dataframe.loc[conditions, "exit_long"] = 1 return dataframe